Citation Analysis

Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
Tejas Ramdas, Martin T. Wells
https://arxiv.org/abs/2409.05192
63
Citation mentions
52
Cited references
6
Sections
10,251
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Ian Goodfellow and Yoshua Bengio and Aaron Courvil... 2016 5 2 9.0 0.079 0.874 100%
2 Hansch, Oliver and Choe, Hyuk 2005 2 2 3.0 0.032 0.644 100%
3 Hasbrouck, Joel 1991 2 1 2.0 0.032 0.511 100%
4 David Easley and Nicholas M. Kiefer and Maureen O'... 1997 2 1 2.0 0.032 0.511 100%
5 Bergstra, James and Bardenet, R\'e 2011 2 1 4.0 0.032 0.511 100%
6 Watanabe, Shuhei 2023 2 1 4.0 0.032 0.511 100%
7 Zeiler, Matthew D and Fergus, Rob 2014 2 1 4.0 0.032 0.511 100%
8 Sundararajan, Mukund and Taly, Ankur and Yan, Qiqi 2017 2 1 4.0 0.032 0.511 100%
9 Albert S. Kyle 1985 1 1 1.0 0.016 0.406 100%
10 Lawrence R. Glosten and Paul R. Milgrom 1985 1 1 1.0 0.016 0.406 100%
11 O'Hara, Maureen and Yao, Chen and Ye, Mao 2014 1 1 1.0 0.016 0.406 100%
12 Barclay, Michael J. and Warner, Jerold B. 1993 1 1 1.0 0.016 0.406 100%
13 Sugato Chakravarty 2001 1 1 1.0 0.016 0.406 100%
14 Hautsch, Nikolaus and Huang, Ruihong 2012 1 1 1.0 0.016 0.406 100%
15 Dufour, Alfonso and Nguyen, Minh 2012 1 1 1.0 0.016 0.406 100%
16 Engle, Robert and Patton, Andrew 2004 1 1 1.0 0.016 0.406 100%
17 Campigli, Francesco and Bormetti, Giacomo and Lill... 2022 1 1 1.0 0.016 0.406 100%
18 David Easley and Marcos López de Prado and Maureen... 1 1 1.0 0.016 0.406 100%
19 Athey, Susan and Imbens, Guido W 2019 1 1 1.0 0.016 0.406 100%
20 1 1 1.0 0.016 0.406 100%
21 1 1 1.0 0.016 0.406 100%
22 1 1 1.0 0.016 0.406 100%
23 David Easley and Marcos Lopez de Prado and Maureen... 2019 1 1 1.0 0.016 0.406 100%
24 Alex Chinco and Adam Clark-Joseph and Mao Ye 2019 1 1 1.0 0.016 0.406 100%
25 Alessio S. Rossi 2018 1 1 1.0 0.016 0.406 100%
26 Christopher Krauss and X. Do and Nils Huck 2017 1 1 1.0 0.016 0.406 100%
27 Shihao Gu and Bryan Kelly and Dacheng Xiu 2020 1 1 1.0 0.016 0.406 100%
28 Marcos Lopez de Prado 2018 1 1 1.0 0.016 0.406 100%
29 J.B. Heaton and N.G. Polson and J.H. Witte 2017 1 1 1.0 0.016 0.406 100%
30 Justin Sirignano and R. Cont 2019 1 1 1.0 0.016 0.406 100%
31 Daniele Bianchi and S. Buyl and S. Vanduffel 2020 1 1 1.0 0.016 0.406 100%
32 Guanhao Feng and He He and Nicholas G. Polson 2019 1 1 1.0 0.016 0.406 100%
33 Li Chen and Markus Pelger and Jason Zhu 2020 1 1 1.0 0.016 0.406 100%
34 Bryan Kelly and Dacheng Xiu 2023 1 1 1.0 0.016 0.406 100%
35 Saar, Gideon 2001 1 1 1.0 0.016 0.406 100%
36 Hasbrouck, Joel 1995 1 1 1.0 0.016 0.406 100%
37 LeCun, Y. and Boser, B. and Denker, J. S. and Hend... 1989 1 1 2.0 0.016 0.406 100%
38 Keiron O'Shea and Ryan Nash 2015 1 1 2.0 0.016 0.406 100%
39 Zeiler, Matthew D and Fergus, Rob 2014 1 1 2.0 0.016 0.406 100%
40 Sze, Vivienne and Chen, Yu-Hsin and Yang, Tien-Ju ... 2017 1 1 2.0 0.016 0.406 100%
41 Zewen Li and Wenjie Yang and Shouheng Peng and Fan... 2020 1 1 2.0 0.016 0.406 100%
42 Akiba, Takuya and Sano, Shotaro and Yanase, Toshih... 2019 1 1 2.0 0.016 0.406 100%
43 He, Kaiming and Zhang, Xiangyu and Ren, Shaoqing a... 2015 1 1 2.0 0.016 0.406 100%
44 Nitish Srivastava and Geoffrey Hinton and Alex Kri... 2014 1 1 2.0 0.016 0.406 100%
45 Zhang, Jingzhao and He, Tianxing and Sra, Suvrit a... 2019 1 1 2.0 0.016 0.406 100%
46 Breiman, Leo 2001 1 1 2.0 0.016 0.406 100%
47 Lundberg, Scott M. and Lee, Su-In 2017 1 1 2.0 0.016 0.406 100%
48 Ribeiro, Marco Tulio and Singh, Sameer and Guestri... 2016 1 1 2.0 0.016 0.406 100%
49 Zhou, Bolei and Khosla, Aditya and Lapedriza, Agat... 2016 1 1 2.0 0.016 0.406 100%
50 Selvaraju, Ramprasaath R. and Cogswell, Michael an... 2019 1 1 2.0 0.016 0.406 100%
51 Smilkov, D and Thorat, N and Kim, B and Vie 2017 1 1 2.0 0.016 0.406 100%
52 Srinivas, Suraj and Fleuret, Fran\cc 2019 1 1 2.0 0.016 0.406 100%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.